Market Risk Analyst with Projects experience recruitment
Market Risk Analyst with Projects experience
A Top Tier investment bank based inCanaryWharfis looking for an experienced Market risk analyst with knowledge across asset class who has gained some solid project experience.
We are looking for a Market risk analyst to join an analytical team who will be involved in looking at helping to implement market risk methodologies. You will need a solid understanding
- Historical Simulation VaR
- Greeks/Rsik Sensitivities including Gamma, Delta and Vega. Theta andRhowhould be a bonus as wouldVolgaand Vanna.
- How to analyse movements and drivers of VaR, Stressed VaR, IRC down to the business line and product level, and to be able to discuss this level of detail within SRM to ascertain the trading strategy behind such positioning
- Projects experience as either a BA or worked within a project and been fairly hands on in dealing with stakeholders.
If you have the required skills and you understand things like where the risks would be within an Interest rate Swap, a call and put option etc and how risk is captured and if you are looking to work in a fast paced and challenging environment then don't delay and apply now
August 17, 2012
• Tags: Market Risk Analyst with Projects experience recruitment, Risk Management careers in the UK • Posted in: Financial